Commit Graph

9 Commits

Author SHA1 Message Date
jgrusewski
210798baa8 cleanup: declarative rewrites for deferred-work TODOs in ml crate
- ml/Cargo.toml: describe why ndarray's blas feature stays disabled
  (CI compile pool has no libopenblas-dev; GPU cuBLAS handles the
  hot path) rather than labelling it a TODO.
- dbn_sequence_loader.rs: Wave C regime-detection branch emits zeros
  when only that flag is enabled; the live feed lives under WaveD.
  Reword from "TODO Wave C" to a description of that superseding.
- ensemble/adapters/{liquid,tggn,tlob,xlstm}.rs: checkpoint loading
  currently constructs fresh GpuLinear weights and logs a runtime
  warning so the ignored checkpoint path is visible. No new
  functionality, just reword the repeated TODO.
- ensemble/model_adapter.rs: the neutral-prediction adapter is
  guarded by the ensemble's confidence threshold (0.0 = filtered),
  making it a no-op stub used for end-to-end wiring. Describe that
  contract explicitly.
- hyperopt/adapters/tft.rs: the input_dim=51 line is load-bearing
  (5 static + 10 known + 36 unknown matches the CUDA layout). Drop
  the "should be 42" aside.
- trainers/tft/trainer.rs: initialize_optimizer returns Err until
  GpuAdamW is wired; the `let _ = &self.optimizer;` anchor in the
  training loop keeps the migration target visible.
- trainers/tlob.rs: save_checkpoint / serialize_model both surface
  errors until GpuVarStore safetensors serialisation lands. Mark
  the gap declaratively rather than as a TODO.
- transformers/mod.rs: only AttentionMask is implemented in the
  attention submodule; drop the aspirational re-export list.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-04-23 08:41:44 +02:00
jgrusewski
647ff0997d cleanup(dead): delete orphan transformers/features.rs — [DEAD-003]
File was 126 LOC of dangling test code referencing types that don't exist
(FeatureConfig, MarketTick, MarketMicrostructure, TradeFlowFeatures,
FinancialFeatureExtractor, percentile). Not declared via `mod features;`
in transformers/mod.rs, so the compiler never saw it. Pure dead weight.
2026-04-20 22:55:16 +02:00
jgrusewski
3f4fa33b9b cleanup(fflag): delete 7 dead transformer flags — [FFLAG-016, FFLAG-017]
HFTTransformerConfig had seven write-only bool flags with zero conditional
readers anywhere in the workspace:
- FFLAG-017: use_market_microstructure, use_order_book_features,
  use_trade_flow_features
- FFLAG-016: use_flash_attention, use_sparse_attention, use_cuda_graphs,
  enable_profiling

Each was declared + defaulted + asserted in tests, but no code branched on
them. Deleted all 7 fields + Default init + production()/benchmark() setters
+ test assertions. Per feedback_no_feature_flags.md these were aspirational
knobs — the features they nominally gated have no implementation.
2026-04-20 22:45:51 +02:00
jgrusewski
7e49d3c08e fix(ml): migrate all test code to GPU types — 125 compile errors fixed
17 files: smoke_tests (gpu_residency, training_stability, performance,
helpers), inference, multi_timeframe, tlob, validation/adapters,
tft/tests, ensemble/adapters/dqn, flash_attention, hyperopt/tft,
mamba/trainable, online_learning, liquid/adapter, transformers/attention

- Tensor→CudaSlice direct ops in smoke tests (no tensor_to_cuda_slice)
- Device→MlDevice throughout
- GpuLinear::forward 4-arg signature (input, store, cublas, stream)
- rand::rng()→thread_rng() (rand 0.8)
- StreamTensor .shape field access (not .dims() method)

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
2026-03-18 14:47:33 +01:00
jgrusewski
c89a1dbf29 fix(ml): migrate remaining files — hyperopt, validation, data_loaders, inference
25+ files fixed:
- hyperopt/adapters: duplicate Arc imports, Device→MlDevice
- validation: regime_analysis rewritten for GpuTensor, ppo_adapter NativeDType
- data_loaders: all 3 loaders migrated to GpuTensor::from_host
- tft/training: MlDevice, GpuAdamW, StreamTensor, CPU loss tracking
- training_pipeline: AdamW→GpuAdamW, NativeDevice fixes
- features/multi_timeframe: removed to_candle_tensor
- inference: ModelForward trait replaces candle_nn::Module
- lib.rs: removed cuda_compat re-export
- ppo/mod.rs: fixed re-export

~95 errors remain in: inference.rs, flash_attention, validation/ppo_adapter,
hyperopt adapter method signatures (blocked on trainable adapter trait).

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
2026-03-18 09:57:24 +01:00
jgrusewski
0d62bdba2e refactor(ml): eliminate candle from all 104 src files
Zero candle_core/candle_nn imports in ml/src/. Three-agent parallel migration:

- cuda_pipeline/ (19 files): Tensor→CudaSlice, Device→Arc<CudaStream>,
  VarMap→GpuVarStore, cudarc import path fixed
- trainers/ + adapters (45 files): DQN/PPO/TFT trainers, 10 ensemble
  adapters, 11 hyperopt adapters — all migrated to MlDevice, GpuTensor,
  GpuVarStore, GpuAdamW
- model dirs + infra (40 files): 10 trainable adapters, preprocessing,
  inference, transformers, validation, benchmarks

61 test/example files still reference candle — next commit.
candle-nn still in Cargo.toml (needed by tests until migrated).

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
2026-03-18 00:24:35 +01:00
jgrusewski
450c23a6d0 refactor(cuda): eliminate all CPU fallbacks — CUDA mandatory across ML stack
- Remove ALL #[cfg(feature = "cuda")] guards (~400+ occurrences)
- Remove ALL #[cfg_attr(not(feature = "cuda"), ignore)] test annotations (~250)
- Make cuda default feature in 9 ML crates (ml, ml-core, ml-dqn, ml-ppo, etc.)
- Convert nvrtc JIT compilation to precompiled nvcc (searchsorted, prefix_sum)
- Move compile_ptx_for_device() to ml-core for shared access
- Delete dead CPU code: multi_step.rs, self_supervised_pretraining.rs,
  training_guard_gpu_tests.rs, CPU PER buffer paths, CPU Q-diagnostics
- Replace unwrap_or(Device::Cpu) with hard errors everywhere
- Remove dead is_cuda() else branches in DQN/PPO/hyperopt trainers
- Change config defaults from "cpu" to "cuda" (rainbow, tlob, pipeline)
- Port IQL value network to GPU kernel (5 CUDA entry points)
- Port HER goal relabeling to GPU kernel (warp-per-sample)
- Wire DSR GPU-to-CPU sync in training loop
- cfg!(feature = "cuda") → true in inference_validator

Zero warnings, zero errors across entire workspace.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-16 21:01:28 +01:00
jgrusewski
b4178952d4 fix(ml): BF16/F32 boundary alignment, GPU-resident ops across all ML crates
- Cast input to weight dtype in DQN residual, rmsnorm, noisy_layers
- Set use_gpu=true in QNetworkConfig defaults and all config sites
- Resolve BF16 boundary mismatches in attention, curiosity, branching,
  distributional_dueling across ml-dqn
- GPU-resident regime ops with BF16 boundary casts, eliminate .expect() in CUDA paths
- Eliminate all Device::Cpu fallbacks — GPU-only across 10 ML crates
- PPO: cast logits to F32 before softmax, cast batch tensors to training dtype
- Gradient collapse detection for RegimeConditionalDQN
- Wire halt_grad_collapse from CUDA guard kernel to halt training
- Dead neuron detection uses active network VarMap + squeeze factored readback
- Increment gradient_logging_step in GPU PER path
- Gradient collapse warmup guards use original buffer_size
- Cap training steps per epoch + tracing migration
- Replace Tensor::all() with sum_all() for pinned Candle compatibility

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-15 11:59:31 +01:00
jgrusewski
9c3d741a08 refactor: restructure repo — crates/, bin/, testing/ layout
Move 17 library crates into crates/, CLI binary into bin/fxt,
consolidate 10 test crates into testing/, split config crate
from deployment config files.

Root directory reduced from 38+ to ~17 directories.
All Cargo.toml paths and build.rs proto refs updated.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-25 11:56:00 +01:00